+9.4%
AMZN vs ENB
+3.8%
+5.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -1.4% |
| 7D | -2.7% | -4.6% | +1.8% | -4.1% |
| 30D | -7.5% | -5.2% | -2.3% | -9.0% |
| 3M | +5.8% | -13.4% | +19.2% | +1.1% |
| 6M | +17.5% | -7.8% | +25.3% | +14.6% |
| YTD | +9.1% | +4.9% | +4.2% | +13.4% |
| 1Y | +9.4% | +3.2% | +6.1% | +13.6% |
| All | +9.4% | +3.8% | +5.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling